Portfolio Management Services (PMS)Compare Schemes
AlphaGrep Multi Factor Quant vs Renaissance - Midcap Portfolio
Add SchemeGrowth of ₹1 Crore
AlphaGrep Multi Factor Quant
Renaissance - Midcap Portfolio
Return for the risk
3 yrs return
5%
10%
15%
20%
Nifty 500 · 12.1%
10%
20%
30%
Volatility • 3 yrs deviation
1 Month
0.27%
3.30%
6 Months
−2.30%
9.86%
1 Year
1.68%
0.86%
3 Years
13.91%
8.29%
5 Years
—
15.11%
Since Inception
14.05%
11.40%
Fund Age
3 yrs 10 mo
8 yrs 7 mo
AUM
₹53.78 Cr
₹119.22 Cr
Alpha – 1 Year
−3.04%
1.21%
Alpha – 3 Years
1.82%
−0.71%
Information Ratio – 3 Years
0.34
-0.05
Volatility – 1 Year
15.80%
21.27%
Volatility – 3 Years
15.64%
19.22%
Beta – 1 Year
0.86
1.20
Beta – 3 Years
0.97
1.19
Sharpe Ratio – 1 Year
-0.15
-0.10
Sharpe Ratio – 3 Years
0.71
0.25
Worst Rolling Year
15.78%
0.71%
Value at Worst Rolling Year
₹1.16 Cr
₹1.01 Cr
Deepest Drawdown
−18.40%
−29.07%
Recovery Period
275 days
Not yet recovered
1-Year Rolling Windows Positive
100.00%
99.76%
Median Rolling Year
20.35%
19.48%
5-Year Rolling Windows Positive
—
100.00%
Market-Cap Mix
—
L 2% · M 52% · S 44%
Number of Stocks
—
33
Portfolio P/E
—
31.12
Top 5 Holdings
—
Federal Bank Ltd · 5.56%
Gland Pharma Ltd · 5.47%
One 97 Communications Ltd · 5.31%
Coforge Ltd · 5.20%
Mahindra & Mahindra Financial Services Ltd · 4.96%
Top Sectors
—
Financial Services · 30.58%
Information Technology · 20.15%
Consumer Services · 14.04%
Fixed Fee
2.25% / yr
2.50% / yr
Performance Fee / Plan
Fixed Plan
Fixed Plan
Exit Load (Y1 / Y2 / Y3)
1% / 0% / 0%
1% / 1% / 0%